Pages that link to "Item:Q1370224"
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The following pages link to Backwards SDE with random terminal time and applications to semilinear elliptic PDE (Q1370224):
Displaying 50 items.
- Optimal consumption of the stochastic Ramsey problem for non-Lipschitz diffusion (Q257776) (← links)
- Long time asymptotics for fully nonlinear Bellman equations: a backward SDE approach (Q271868) (← links)
- Backward doubly stochastic equations with jumps and comparison theorems (Q298152) (← links)
- Numerical computation for backward doubly SDEs with random terminal time (Q308407) (← links)
- Optimal switching at Poisson random intervention times (Q316899) (← links)
- Numerical solution of variational inequalities: localization with Dirichlet conditions (Q380731) (← links)
- Mixed boundary value problems of semilinear elliptic PDEs and BSDEs with singular coefficients (Q402487) (← links)
- On backward stochastic differential equations and strict local martingales (Q429279) (← links)
- Sufficient stochastic maximum principle for discounted control problem (Q486238) (← links)
- Backward doubly stochastic differential equations with weak assumptions on the coefficients (Q548009) (← links)
- Viscosity solutions for systems of parabolic variational inequalities (Q605043) (← links)
- Strong approximations of BSDEs in a domain (Q605887) (← links)
- Forward-backward SDEs with random terminal time and applications to pricing special European-type options for a large investor (Q653653) (← links)
- A probabilistic approach to Dirichlet problems of semilinear elliptic PDEs with singular coefficients (Q717887) (← links)
- RBSDE's with jumps and the related obstacle problems for integral-partial differential equa\-tions (Q862702) (← links)
- Hilbert space-valued forward-backward stochastic differential equations with Poisson jumps and applications (Q864705) (← links)
- On the existence, uniqueness, stability and the properties of large deviations of solutions of backward stochastic differential equations with random terminal time. Application to singular perturbation problems. (Q871045) (← links)
- On the continuity of the probabilistic representation of a semilinear Neumann-Dirichlet problem (Q901303) (← links)
- The adapted solution and comparison theorem for backward stochastic differential equations with Poisson jumps and applications (Q936592) (← links)
- Generalized BSDE driven by a Lévy process (Q937479) (← links)
- On solutions of a class of infinite horizon FBSDEs (Q951188) (← links)
- Reflected and doubly reflected BSDEs with jumps: a priori estimates and comparison (Q957529) (← links)
- A stochastic approach to a multivalued Dirichlet-Neumann problem (Q980999) (← links)
- Infinite horizon BSDEs with dissipative coefficients in Hilbert spaces and applications (Q1022975) (← links)
- Stability of BSDEs with random terminal time and homogenization of semilinear elliptic PDEs (Q1266271) (← links)
- Backward stochastic differential equations with constraints on the gains-process (Q1307453) (← links)
- Backward stochastic differential equations with continuous coefficient (Q1380556) (← links)
- Existence, uniqueness and stability of backward stochastic differential equations with locally monotone coefficient (Q1565878) (← links)
- On solutions of backward stochastic differential equations with jumps, with unbounded stopping times as terminal and with non-Lipschitz coefficients, and probabilistic interpretation of quasi-linear elliptic type integro-differential equations (Q1580627) (← links)
- \(N\)-player games and mean-field games with absorption (Q1617124) (← links)
- On optimal stopping and free boundary problems under ambiguity (Q1643751) (← links)
- \(L^{p}\) solutions of infinite time interval backward doubly stochastic differential equations under monotonicity and general increasing conditions (Q1682122) (← links)
- Backward stochastic dynamics with a subdifferential operator and non-local parabolic variational inequalities (Q1688621) (← links)
- Representation of asymptotic values for nonexpansive stochastic control systems (Q1713473) (← links)
- Existence and uniqueness results for BSDE with jumps: the whole nine yards (Q1722017) (← links)
- Stochastic control for a class of nonlinear kernels and applications (Q1747758) (← links)
- Backward stochastic differential equations with subdifferential operator and related variational inequalities (Q1805783) (← links)
- Backward-forward SDE's and stochastic differential games (Q1805788) (← links)
- Infinite horizon backward stochastic differential equations and elliptic equations in Hilbert spaces. (Q1879864) (← links)
- Forward-backward doubly stochastic differential equations and related stochastic partial differential equations (Q1934378) (← links)
- Backward doubly stochastic differential equations with infinite time horizon. (Q1941787) (← links)
- Variational approach for the adapted solution of the general backward stochastic differential equations under the Bihari condition (Q1950783) (← links)
- Interior gradient and Hessian estimates for the Dirichlet problem of semi-linear degenerate elliptic systems: a probabilistic approach (Q2010418) (← links)
- \(N\)-player games and mean-field games with smooth dependence on past absorptions (Q2077351) (← links)
- Neumann boundary problems for parabolic partial differential equations with divergence terms (Q2118854) (← links)
- A probabilistic approach to Neumann problems for elliptic PDEs with nonlinear divergence terms (Q2157322) (← links)
- Branching diffusion representation of semi-linear elliptic PDEs and estimation using Monte Carlo method (Q2186658) (← links)
- Second order backward SDE with random terminal time (Q2201514) (← links)
- Enhanced group analysis of a semi linear generalization of a general bond-pricing equation (Q2204806) (← links)
- BSDEs driven by \(G\)-Brownian motion with time-varying Lipschitz condition (Q2207639) (← links)
